+6,575.5%
HD vs IT
+6,105.9%
+469.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.6% | +2.0% |
| 7D | -2.1% | -6.0% | +4.0% | -0.7% |
| 30D | -8.4% | 0.0% | -8.4% | -8.6% |
| 3M | +4.3% | +13.1% | -8.7% | +0.1% |
| 6M | -11.1% | +11.7% | -22.8% | -15.3% |
| YTD | -4.7% | -26.1% | +21.4% | -1.0% |
| 1Y | -19.8% | -21.3% | +1.4% | -18.3% |
| 3Y | +4.1% | -46.7% | +50.8% | +13.7% |
| 5Y | +10.3% | -40.5% | +50.8% | +16.3% |
| 10Y | +203.2% | +103.9% | +99.3% | +135.9% |
| All | +6,575.5% | +6,105.9% | +469.6% | +2,372.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling